-36.0%
WDAY vs WM
+58.8%
-94.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -4.6% | +1.2% | -5.7% | -5.0% |
| 30D | +1.2% | +13.7% | -12.4% | -4.3% |
| 3M | +2.6% | +5.2% | -2.7% | +0.2% |
| 6M | +47.8% | +11.2% | +36.6% | +41.5% |
| YTD | -12.1% | +9.4% | -21.5% | -15.5% |
| 1Y | -17.1% | +20.4% | -37.5% | -23.7% |
| 3Y | -17.9% | +44.7% | -62.6% | -33.6% |
| All | -36.0% | +58.8% | -94.8% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling